2 Answers
I had the same issue. From the Query Editor page in Athena, following the links to the Settings page or the Edit workgroup page will let you select an output s3 bucket. I just used the original bucket url.
Better yet, follow the lab instructions. I found that the lab instructions provide a better guide than the video. It seems that the video does not offer the proper navigational help. Additionally, all of the cut-and-paste resources are right there along with the instructions. It may be worthwhile simply to watch the video first, then go to the instructions to start the lab.